Raiffeisen Bank International AG .../  AT0000A3B5D3  /

Raiffeisen EE
04/10/2024  00:00:00 Chg.+0.03 Bid- Ask- Underlying Strike price Expiration date Option type
1.65EUR +1.86% -
Bid Size: -
-
Ask Size: -
VERBUND AG INH... 59.545 EUR 21/03/2025 Call
 

Master data

WKN: RC1DBE
Issuer: Raiffeisen Bank International AG
Currency: EUR
Underlying: VERBUND AG INH. A
Type: Warrant
Option type: Call
Strike price: 59.55 EUR
Maturity: 21/03/2025
Issue date: 11/03/2024
Last trading day: 20/03/2025
Ratio: 9.92:1
Exercise type: American
Quanto: -
Gearing: 4.40
Leverage: Yes

Calculated values

Fair value: 1.58
Intrinsic value: 1.43
Implied volatility: 0.38
Historic volatility: 0.26
Parity: 1.43
Time value: 0.26
Break-even: 76.31
Moneyness: 1.24
Premium: 0.03
Premium p.a.: 0.08
Spread abs.: 0.03
Spread %: 1.81%
Delta: 0.85
Theta: -0.02
Omega: 3.73
Rho: 0.21
 

Quote data

Open: 1.65
High: 1.65
Low: 1.65
Previous Close: 1.62
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -5.71%
1 Month
  -14.06%
3 Months
  -14.95%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.71 1.62
1M High / 1M Low: 1.92 1.53
6M High / 6M Low: 2.15 1.20
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.65
Avg. volume 1W:   0.00
Avg. price 1M:   1.70
Avg. volume 1M:   0.00
Avg. price 6M:   1.81
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   66.31%
Volatility 6M:   83.03%
Volatility 1Y:   -
Volatility 3Y:   -